WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,544
COMMITMENTS
74,506 102,954 109,804 195,006 149,831 379,315 362,589 30,228 46,955
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 11,143)
1,722 -770 7,228 1,568 5,818 10,518 12,276 625 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 25.1 26.8 47.6 36.6 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
107 148 140 82 96 278 316
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,316,649
COMMITMENTS
227,387 151,384 388,940 570,489 526,373 1186816 1066696 129,833 249,953
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 44,011)
17,564 -12,156 22,760 -1,374 35,166 38,951 45,770 5,060 -1,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.5 29.5 43.3 40.0 90.1 81.0 9.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
163 178 218 214 280 514 555
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,895
COMMITMENTS
1,611 2,625 1,101 10,046 9,357 12,758 13,083 2,137 1,812
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 353)
450 325 -47 -393 -111 10 168 344 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.6 7.4 67.4 62.8 85.7 87.8 14.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 14 6 16 12 29 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 595,306
COMMITMENTS
99,877 51,104 192,293 254,172 263,496 546,341 506,893 48,965 88,413
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 14,117)
5,977 1,628 15,740 -5,382 86 16,335 17,454 -2,218 -3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 8.6 32.3 42.7 44.3 91.8 85.1 8.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
135 151 184 120 172 370 408
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 24,083
COMMITMENTS
20,956 3,262 194 9 3,873 21,159 7,329 2,924 16,754
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 211)
391 89 -89 -10 -81 292 -81 -81 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 13.5 0.8 0.0 16.1 87.9 30.4 12.1 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 8 6 1 10 18 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 263,190
COMMITMENTS
35,609 52,565 63,018 141,189 122,119 239,816 237,702 23,374 25,487
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 4,078)
1,824 2,195 747 1,094 3,958 3,664 6,900 415 -2,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.0 23.9 53.6 46.4 91.1 90.3 8.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
57 56 67 71 67 168 170
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 805,568
COMMITMENTS
76,914 134,582 29,017 551,046 510,567 656,977 674,166 148,591 131,402
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -4,203)
13,003 1,097 -1,410 -30,882 -6,602 -19,289 -6,915 15,086 2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 16.7 3.6 68.4 63.4 81.6 83.7 18.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 28 35 72 74 124 121
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 184,224
COMMITMENTS
42,562 11,183 32,510 79,465 121,267 154,538 164,960 29,687 19,265
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 6,624)
2,332 -8 495 2,822 7,884 5,649 8,371 975 -1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.1 17.6 43.1 65.8 83.9 89.5 16.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
61 26 52 57 55 148 114
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,212
COMMITMENTS
3,246 741 1,388 4,764 7,867 9,399 9,996 1,813 1,215
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -95)
-135 -126 36 140 -215 41 -305 -137 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 6.6 12.4 42.5 70.2 83.8 89.2 16.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 5 13 23 19 49 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 801,414
COMMITMENTS
294,824 89,572 34,567 378,730 556,626 708,121 680,765 93,293 120,649
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -3,667)
-25,465 -11,774 6,665 16,303 -3,019 -2,497 -8,128 -1,170 4,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 11.2 4.3 47.3 69.5 88.4 84.9 11.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
34 41 28 78 109 127 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,354,680
COMMITMENTS
104,773 176,436 121,999 846,241 741,719 1073014 1040154 281,666 314,526
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -4,735)
13,374 -9,638 1,446 -30,816 13,805 -15,996 5,613 11,261 -10,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 13.0 9.0 62.5 54.8 79.2 76.8 20.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
35 40 53 115 121 177 187
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 840,169
COMMITMENTS
80,601 88,472 31,162 512,128 536,280 623,891 655,913 216,278 184,256
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -27,308)
-11,323 3,453 2,736 -9,453 -27,080 -18,041 -20,891 -9,267 -6,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.5 3.7 61.0 63.8 74.3 78.1 25.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
22 21 20 73 75 103 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 720,963
COMMITMENTS
117,117 27,440 264,168 297,739 386,541 679,024 678,149 41,939 42,815
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 36,792)
7,339 2,325 11,576 14,034 21,532 32,950 35,433 3,842 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.8 36.6 41.3 53.6 94.2 94.1 5.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 14 42 40 45 88 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,889
COMMITMENTS
2,486 1,955 527 8,444 9,817 11,457 12,299 5,432 4,590
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,725)
293 38 517 769 1,044 1,580 1,599 1,145 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.6 3.1 50.0 58.1 67.8 72.8 32.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 6 5 10 9 18 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,934
COMMITMENTS
27,135 11,141 1,907 57,062 65,371 86,105 78,419 13,829 21,514
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 19,965)
2,113 -5,587 972 16,822 21,875 19,907 17,259 58 2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 11.1 1.9 57.1 65.4 86.2 78.5 13.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 20 12 29 33 66 57
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 20,094
COMMITMENTS
2,723 1,547 234 16,991 18,137 19,948 19,918 146 176
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -8,959)
-2,230 95 144 -6,908 -9,147 -8,994 -8,908 35 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.7 1.2 84.6 90.3 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 10 2 11 16 16 27
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 29,178
COMMITMENTS
4,715 652 0 24,286 28,515 29,001 29,167 177 11
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -9,479)
309 389 -1,036 -8,483 -8,494 -9,210 -9,141 -269 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 2.2 0.0 83.2 97.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 0 9 9 17 16
Updated September 18, 2009